+133.0%
EWJ vs TRU
+228.6%
-95.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | +2.9% | -7.2% | +10.1% | +4.6% |
| 30D | +1.1% | -2.8% | +3.9% | +1.6% |
| 3M | +7.1% | +13.0% | -5.9% | +3.2% |
| 6M | +16.2% | +0.7% | +15.5% | +14.6% |
| YTD | +22.0% | -9.0% | +31.0% | +22.6% |
| 1Y | +26.2% | -16.3% | +42.5% | +29.0% |
| 3Y | +73.5% | -1.1% | +74.5% | +63.7% |
| 5Y | +52.7% | -36.0% | +88.7% | +59.3% |
| 10Y | +138.5% | +139.9% | -1.4% | +68.1% |
| All | +133.0% | +228.6% | -95.5% | +53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TRU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling